A LOW-REGULARITY FOURIER INTEGRATOR FOR THE DAVEY-STEWARTSON II SYSTEM WITH ALMOST MASS CONSERVATION

In this work,we propose a low-regularity Fourier integrator with almost mass conservation to solve the Davey-StewartsonⅡsystem(hyperbolic-elliptic case).Arbitrary order mass convergence could be achieved by the suitable addition of correction terms,while keeping the first order accuracy in H~γ×H^(γ+1)for initial data in H^(γ+1)×H^(γ+1)withγ>1.The main theorem is that,up to some fixed time T,there exist constantsτ_(0)and C depending only on T and‖u‖_(L^(∞)((0,T);H^(γ+1)))such that,for any 0<τ≤τ_(0),we have that‖u(t_(n),·)-u^(n)‖H_γ≤C_(τ),‖v(t_(n),·)-v^(n)‖_(Hγ+1)≤C_(τ),where u^(n)and v^(n)denote the numerical solutions at t_(n)=nτ.Moreover,the mass of the numerical solution M(u^(n))satisfies that|M(u^(n))-M(u_0)|≤Cτ~5.

EXPONENTIALLY BOUNDED C-SEMIGROUP AND INTEGRATED SEMIGROUP WITH NONDENSELY DEFINED GENERATORS I: APPROXIMATION:

In this paper, by Laplace transform version of the Trotter-Kato approximation theorem and the integrated C-semigroup introduced by Myadera, the authors obtained some Trotter-Kato approximation theorems on exponentially bounded C-semigroups, where the range of C (and so the domain of the generator) may not be dense. The authors deduced the corresponding results on exponentially bounded integrated semigroups with nondensely generators. The results of this paper extended and perfected the results given by Lizama, Park and Zheng.

Improved precise integration method for differential Riccati equation

An improved precise integration method （IPIM） for solving the differential Riccati equation （DRE） is presented. The solution to the DRE is connected with the exponential of a Hamiltonian matrix, and the precise integration method （PIM） for solving the DRE is connected with the scaling and squaring method for computing the exponential of a matrix. The error analysis of the scaling and squaring method for the exponential of a matrix is applied to the PIM of the DRE. Based ,on the error analysis, the criterion for choosing two parameters of the PIM is given. Three kinds of IPIMs for solving the DRE are proposed. The numerical examples machine accuracy solutions. show that the IPIM is stable and gives the

Evaluation of Exponential Integral by Means of Fast-Converging Power Series

Exponential integral for real arguments is evaluated by employing a fast-converging power series originally developed for the resolution of Grandi’s paradox. Laguerre’s historic solution is first recapitulated and then the new solution method is described in detail. Numerical results obtained from the present series solution are compared with the tabulated values correct to nine decimal places. Finally, comments are made for the further use of the present approach for integrals involving definite functions in denominator.

Maximum-Principle-Preserving Local Discontinuous Galerkin Methods for Allen-Cahn Equations

In this paper, we study the classical Allen-Cahn equations and investigate the maximum- principle-preserving (MPP) techniques. The Allen-Cahn equation has been widely used in mathematical models for problems in materials science and fluid dynamics. It enjoys the energy stability and the maximum-principle. Moreover, it is well known that the Allen- Cahn equation may yield thin interface layer, and nonuniform meshes might be useful in the numerical solutions. Therefore, we apply the local discontinuous Galerkin (LDG) method due to its flexibility on h-p adaptivity and complex geometry. However, the MPP LDG methods require slope limiters, then the energy stability may not be easy to obtain. In this paper, we only discuss the MPP technique and use numerical experiments to dem-onstrate the energy decay property. Moreover, due to the stiff source given in the equation, we use the conservative modified exponential Runge-Kutta methods and thus can use rela-tively large time step sizes. Thanks to the conservative time integration, the bounds of the unknown function will not decay. Numerical experiments will be given to demonstrate the good performance of the MPP LDG scheme.

Derivatives of Intersection Local Time for Two Independent Symmetricα-stable Processes

In this paper,we consider the derivatives of intersection local time for two independent d-dimensional symmetricα-stable processes X^(α) and X^(α)with respective indices α and α.We first study the sufficient condition for the existence of the derivatives,which makes us obtain the exponential integrability and H?lder continuity.Then we show that this condition is also necessary for the existence of derivatives of intersection local time at the origin.Moreover,we also study the power variation of the derivatives.

EXPONENTIAL FOURIER COLLOCATION METHODS FOR SOLVING FIRST-ORDER DIFFERENTIAL EQUATIONS

In this paper, a novel class of exponential Fourier collocation methods （EFCMs） is presented for solving systems of first-order ordinary differential equations. These so-called exponential Fourier collocation methods are based on the variation-of-constants formula, incorporating a local Fourier expansion of the underlying problem with collocation meth- ods. We discuss in detail the connections of EFCMs with trigonometric Fourier colloca- tion methods （TFCMs）, the well-known Hamiltonian Boundary Value Methods （HBVMs）, Gauss methods and Radau IIA methods. It turns out that the novel EFCMs are an es- sential extension of these existing methods. We also analyse the accuracy in preserving the quadratic invariants and the Hamiltonian energy when the underlying system is a Hamiltonian system. Other properties of EFCMs including the order of approximations and the convergence of fixed-point iterations are investigated as well. The analysis given in this paper proves further that EFCMs can achieve arbitrarily high order in a routine manner which allows us to construct higher-order methods for solving systems of first- order ordinary differential equations conveniently. We also derive a practical fourth-order EFCM denoted by EFCM（2,2） as an illustrative example. The numerical experiments using EFCM（2,2） are implemented in comparison with an existing fourth-order HBVM, an energy-preserving collocation method and a fourth-order exponential integrator in the literature. The numerical results demonstrate the remarkable efficiency and robustness of the novel EFCM（2,2）.

EXPONENTIAL INTEGRATORS FOR STOCHASTIC SCHRODINGER EQUATIONS DRIVEN BY ITO NOISE

We study an explicit exponential scheme for the time discretisation of stochastic SchrS- dinger Equations Driven by additive or Multiplicative It6 Noise. The numerical scheme is shown to converge with strong order 1 if the noise is additive and with strong order 1/2 for multiplicative noise. In addition, if the noise is additive, we show that the exact solutions of the linear stochastic Sehr6dinger equations satisfy trace formulas for the expected mass, energy, and momentum （i. e., linear drifts in these quantities）. Furthermore, we inspect the behaviour of the numerical solutions with respect to these trace formulas. Several numerical simulations are presented and confirm our theoretical results.

AN EXPONENTIAL WAVE INTEGRATOR PSEUDOSPECTRAL METHOD FOR THE SYMMETRIC REGULARIZED-LONG-WAVE EQUATION

An efficient and accurate exponential wave integrator Fourier pseudospectral （EWI-FP） method is proposed and analyzed for solving the symmetric regularized-long-wave （SRLW） equation, which is used for modeling the weakly nonlinear ion acoustic and space-charge waves. The numerical method here is based on a Gautschi-type exponential wave integrator for temporal approximation and the Fourier pseudospectral method for spatial discretization. The scheme is fully explicit and efficient due to the fast Fourier transform. Numerical analysis of the proposed EWI-FP method is carried out and rigorous error estimates are established without CFL-type condition by means of the mathematical induction. The error bound shows that EWI-FP has second order accuracy in time and spectral accuracy in space. Numerical results are reported to confirm the theoretical studies and indicate that the error bound here is optimal.

Long Time Energy and Kinetic Energy Conservations of Exponential Integrators for Highly Oscillatory Conservative Systems

In this paper,we investigate the long-time near-conservations of energy and kinetic energy by the widely used exponential integrators to highly oscillatory conservative systems.The modulated Fourier expansions of two kinds of exponential integrators have been constructed and the long-time numerical conservations of energy and kinetic energy are obtained by deriving two almost-invariants of the expansions.Practical examples of the methods are given and the theoretical results are confirmed and demonstrated by a numerical experiment.

Unified Solution of Conjugate Fluid and Solid Heat Transfer-Part I.Solid Heat Conduction

A unified solution framework is proposed for efficiently solving conjugate fluid and solid heat transfer problems.The unified solution is solely governed by the compressible Navier-Stokes(N-S)equations in both fluid and solid domains.Such method not only provides the computational capability for solid heat transfer simulations with existing successful N-S flow solvers,but also can relax time-stepping restrictions often imposed by the interface conditions for conjugate fluid and solid heat transfer.This paper serves as Part I of the proposed unified solution framework and addresses the handling of solid heat conduction with the nondimensional N-S equations.Specially,a parallel,adaptive high-order discontinuous Galerkin unified solver has been developed and applied to solve solid heat transfer problems under various boundary conditions.

Error estimates of numerical methods for the nonlinear Dirac equation in the nonrelativistic limit regime

We present several numerical methods and establish their error estimates for the discretization of the nonlinear Dirac equation （NLDE） in the nonrelativistic limit regime, involving a small dimensionless parameter 0 〈 ε〈〈1 which is inversely proportional to the speed of light. In this limit regime, the solution is highly oscillatory in time, i.e., there are propagating waves with wavelength O（ ε^2） and O（1） in time and space, respectively. We begin with the conservative Crank-Nicolson finite difference （CNFD） method and establish rigorously its error estimate which depends explicitly on the mesh size h and time step τ- as well as the small parameter 0 〈 ε≤1 Based on the error bound, in order to obtain ＇correct＇ numerical solutions in the nonrelativistic limit regime, i.e., 0 〈 ε≤1 , the CNFD method requests the ε-scalability： τ- = O（ε3） and h = O（√ε）. Then we propose and analyze two numerical methods for the discretization of NLDE by using the Fourier spectral discretization for spatial derivatives combined with the exponential wave integrator and time- splitting technique for temporal derivatives, respectively. Rigorous error bounds for the two numerical methods show that their ε-scalability is improved to τ = O（ε2） and h = O（1） when 0 〈 ε 〈〈 1. Extensive numerical results are reported to confirm our error estimates.

Numerical Integrators for Dispersion-Managed KdV Equation

In this paper,we consider the numerics of the dispersion-managed Kortewegde Vries(DM-KdV)equation for describingwave propagations in inhomogeneous media.The DM-KdV equation contains a variable dispersion map with discontinuity,which makes the solution non-smooth in time.We formally analyze the convergence order reduction problems of some popular numerical methods including finite difference and time-splitting for solving the DM-KdV equation,where a necessary constraint on the time step has been identified.Then,two exponential-type dispersionmap integrators up to second order accuracy are derived,which are efficiently incorporatedwith the Fourier pseudospectral discretization in space,and they can converge regardless the discontinuity and the step size.Numerical comparisons show the advantage of the proposed methods with the application to solitary wave dynamics and extension to the fast&strong dispersion-management regime.

STABILITY AND RESONANCES OF MULTISTEP COSINE METHODS

In a previous paper, some particular multistep cosine methods were constructed which proved to be very efficient because of being able to integrate in a stable and explicit way linearly stiff problems of second-order in time. In the present paper, the conditions which guarantee stability for general methods of this type are given, as well as a thorough study of resonances and filtering for symmetric ones （which, in another paper, have been proved to behave very advantageously with respect to conservation of invariants in Hamiltonian wave equations）. What is given here is a systematic way to analyse and treat any of the methods of this type in the mentioned aspects.